本文给出了分数阶Feynman-Kac方程Lévy飞行方程在起始$k-1$步的$k$ -步BDF卷积求积的修正公式。对于非光滑数据，可以达到所需的$k$阶收敛速度。基于[{ \sc Jin，Li，and Zhou}，SIAM J. Sci.计算：39（2017），A3129-A3152]，我们为校正BDF $k$方案提供了详细的收敛性分析。通过谱方法的数值实验，验证了该方法的有效性.据我们所知，这是收敛性分析的第一个证明，并数值验证了带修正BDF的空间分数发展方程$k$。
英文摘要：
In this work, we present the correction formulas of the $k$-step BDF convolution quadrature at the starting $k-1$ steps for the fractional Feynman-Kac equation with Lévy flight.
The desired $k$th-order convergence rate can be achieved with nonsmooth data. Based on the idea of [{\sc Jin, Li, and Zhou}, SIAM J. Sci. Comput., 39 (2017), A3129--A3152], we provide a detailed convergence analysis for the correction BDF$k$ scheme. The numerical experiments with spectral method are given to illustrate the effectiveness of the presented method. To the best of our knowledge, this is the first proof of the convergence analysis and numerical verified the sapce fractional evolution equation with correction BDF$k$.
Numerical algorithms for the forward and backward fractional Feynman-Kac equations
School of Mathematics and Statistics, Lanzhou University（兰州大学数学与统计学院）；Department of Physics and Advanced Materials and Nanotechnology Institute, Bar-Ilan University（巴伊兰大学物理系及先进材料纳米技术研究所）
Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes
School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University（兰州大学数学与统计学院，甘肃省应用数学与复杂系统重点实验室）
Kernel Methods for Stochastic Dynamical Systems with Application to Koopman Eigenfunctions: Feynman-Kac Representations and RKHS Approximation
Department of Computing and Mathematical Sciences, Caltech（加州理工学院计算与数学科学系）；The Alan Turing Institute（艾伦·图灵研究所）；Department of Mechanical Engineering, Clemson University（克莱姆森大学机械工程系）
